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DESP (version 0.1-4)

DESP_SRL_B: Estimation of the coefficient matrix

Description

This function computes the coefficient matrix B estimate, column-by-column.

Usage

DESP_SRL_B(X, lambda, solver)

Arguments

X
The design matrix.
lambda
The penalization parameter.
solver
The solver, SCS by default.

Value

  • The coefficient matrix.

See Also

sqR_Lasso